Mathematics > Probability
[Submitted on 22 Jan 2014 (v1), last revised 6 Feb 2015 (this version, v2)]
Title:CLT for the zeros of Classical Random Trigonometric Polynomials
View PDFAbstract:We prove a Central Limit Theorem for the number of zeros of random trigonometric polynomials of the form $K^{-1/2}\sum_{n=1}^{K} a_n\cos(nt)$, being $(a_n)_n$ independent standard Gaussian random variables. In particular, we prove the conjecture by Farahmand, Granville & Wigman that the variance is equivalent to $V^2K$, $0<V^2<\infty$, as $K\to\infty$. % The case of stationary trigonometric polynomials was studied by Granville & Wigman and by Aza\"\is & León. Our approach is based on the Hermite/Wiener-Chaos decomposition for square-integrable functionals of a Gaussian process and on Rice Formula for zero counting.
Submission history
From: Federico Dalmao [view email][v1] Wed, 22 Jan 2014 18:12:26 UTC (16 KB)
[v2] Fri, 6 Feb 2015 08:29:04 UTC (20 KB)
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